+30.8%
ASML vs D
+22.0%
+8.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.2% | -9.2% | -9.4% |
| 7D | -19.0% | +6.9% | -26.0% | -16.9% |
| 30D | -25.9% | +12.3% | -38.3% | -22.7% |
| 3M | -19.1% | +3.0% | -22.1% | -17.3% |
| 6M | -5.7% | +12.8% | -18.5% | -1.7% |
| YTD | +27.6% | +22.6% | +5.0% | +37.4% |
| 1Y | +30.8% | +21.7% | +9.1% | +40.9% |
| All | +30.8% | +22.0% | +8.8% | +40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded D wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling